1.
Art as an Investment and the Underperformance of Masterpieces
NYU Working Paper No. FIN-01-012
Number of pages: 34
Posted: 26 Feb 2020
Working Paper Series
affiliation not provided to SSRN and ART MARKET CONSULTANCY
Downloads
239
2.
Are All Currency Managers Equal?
NYU Working Paper No. 2451/29835, https://doi.org/10.3905/jpm.2011.37.4.042
Posted: 21 May 2019
Accepted Paper Series
Fischer Francis Trees & Watts, Inc. and New York University (NYU) - Department of Finance
3.
Skin or Skim? Inside Investment and Hedge Fund Performance
NYU Working Paper No. 2451/38717
Number of pages: 77
Posted: 08 Jun 2017
Last Revised: 21 Jul 2019
Working Paper Series
NYU Stern School of Business and Rice University - Jesse H. Jones Graduate School of Business
Downloads
1,340
4.
Trading Costs and Informational Efficiency
Journal of Finance, Forthcoming
Number of pages: 79
Posted: 15 May 2017
Last Revised: 09 Sep 2020
Accepted Paper Series
Yale University - Department of Economics and New York University (NYU) - Leonard N. Stern School of Business
There are 2 versions of this paper
Trading Costs and Informational Efficiency
Journal of Finance, Forthcoming
Number of pages: 79
Posted: 15 May 2017
Last Revised: 09 Sep 2020
Downloads
149
Trading Costs and Informational Efficiency
NBER Working Paper No. w25662
Number of pages: 69
Posted: 19 Mar 2019
Downloads
12
Downloads
149
5.
Collateralizing Liquidity
NYU Working Paper No. 2451/38630
Number of pages: 59
Posted: 15 May 2017
Last Revised: 16 Sep 2017
Working Paper Series
New York University (NYU) - Leonard N. Stern School of Business
Downloads
56
6.
Transparency and Bank Runs
NYU Working Paper No. 2451/38629
Number of pages: 55
Posted: 15 May 2017
Working Paper Series
New York University (NYU) - Leonard N. Stern School of Business
There are 2 versions of this paper
Transparency and Bank Runs
Number of pages: 55
Posted: 03 Oct 2010
Last Revised: 26 Jan 2016
Downloads
140
Downloads
28
Downloads
28
7.
Do Strict Capital Requirements Raise the Cost of Capital? Bank Regulation and the Low Risk Anomaly
NYU Working Paper No. 2451/38628
Number of pages: 59
Posted: 12 May 2017
Working Paper Series
Harvard Business School and NYU Stern School of Business
Downloads
151
8.
Dividends as Reference Points: A Behavioral Signaling Approach
NYU Working Paper No. 2451/38627
Number of pages: 42
Posted: 12 May 2017
Working Paper Series
Harvard Business School, NYU Stern School of Business and Harvard University
Downloads
61
9.
Investing in the Presence of Massive Flows: The Case of MSCI Country Reclassifications
NYU Working Paper No. 2451/38626
Number of pages: 24
Posted: 11 May 2017
Last Revised: 24 Jun 2017
Working Paper Series
Chapman University - The George L. Argyros School of Business & Economics, Acadian Asset Management and NYU Stern School of Business
There are 2 versions of this paper
Investing in the Presence of Massive Flows: The Case of MSCI Country Reclassifications
NYU Working Paper No. 2451/38626
Number of pages: 24
Posted: 11 May 2017
Last Revised: 24 Jun 2017
Downloads
190
Investing in the Presence of Massive Flows: The Case of MSCI Country Reclassifications
NBER Working Paper No. w23557
Number of pages: 25
Posted: 10 Jul 2017
Last Revised: 18 Jul 2017
Downloads
18
Downloads
190
10.
Leverage and the Beta Anomaly
NYU Working Paper No. 2451/34914
Number of pages: 40
Posted: 31 Aug 2016
Last Revised: 14 Jan 2019
Working Paper Series
Harvard Business School, University of Oxford and NYU Stern School of Business
There are 3 versions of this paper
Leverage and the Beta Anomaly
NYU Working Paper No. 2451/34914
Number of pages: 40
Posted: 31 Aug 2016
Last Revised: 14 Jan 2019
Downloads
170
The Risk Anomaly Tradeoff of Leverage
NBER Working Paper No. w22116
Number of pages: 48
Posted: 28 Mar 2016
Downloads
26
Downloads
170
11.
A Crisis of Banks as Liquidity Providers
Journal of Finance, Forthcoming, NYU Working Paper No. 2451/31364
Number of pages: 78
Posted: 10 Sep 2013
Last Revised: 15 Oct 2013
Accepted Paper Series
New York University - Leonard N. Stern School of Business and Lebanese University
Downloads
325
12.
As Certain as Debt and Taxes: Estimating the Tax Sensitivity of Leverage from State Tax Changes
NYU Working Paper No. 2451/31613
Number of pages: 73
Posted: 10 Sep 2013
Last Revised: 14 Oct 2014
Accepted Paper Series
European Central Bank (ECB) and Stockholm School of Economics
There are 4 versions of this paper
As Certain as Debt and Taxes: Estimating the Tax Sensitivity of Leverage from State Tax Changes
Journal of Financial Economics (JFE), 118, 684-712 (2015)
Number of pages: 73
Posted: 18 Mar 2012
Last Revised: 24 May 2016
Downloads
2,903
As Certain as Debt and Taxes: Estimating the Tax Sensitivity of Leverage from State Tax Changes
NYU Working Paper No. 2451/31613
Number of pages: 73
Posted: 10 Sep 2013
Last Revised: 14 Oct 2014
Downloads
122
As Certain as Debt and Taxes: Estimating the Tax Sensitivity of Leverage from State Tax Changes
Journal of Financial Economics (JFE), 118, 684-712 (2015), NYU Working Paper No. FIN-12-009
Number of pages: 73
Posted: 21 Sep 2012
Last Revised: 24 May 2016
Downloads
95
As Certain as Debt and Taxes: Estimating the Tax Sensitivity of Leverage from Exogenous State Tax Changes
NBER Working Paper No. w18263
Number of pages: 75
Posted: 28 Jul 2012
Last Revised: 07 May 2013
Downloads
27
Downloads
122
13.
Shaping Liquidity: On the Casual Effects of Voluntary Disclosure
NYU Working Paper No. 2451/31614
Number of pages: 48
Posted: 10 Sep 2013
Working Paper Series
Rice University - Jesse H. Jones Graduate School of Business, New York University, Yale SOM and Stockholm School of Economics
Downloads
103
14.
Shaping Liquidity: On the Causal Effects of Voluntary Disclosure
NYU Working Paper No. 2451/31352
Number of pages: 47
Posted: 10 Sep 2013
Working Paper Series
Rice University - Jesse H. Jones Graduate School of Business, New York University, Yale SOM and Stockholm School of Economics
There are 3 versions of this paper
Shaping Liquidity: On the Causal Effects of Voluntary Disclosure
Journal of Finance, Forthcoming, NYU Working Paper No. 2451/31352
Number of pages: 57
Posted: 21 Sep 2012
Last Revised: 25 Aug 2013
Downloads
154
Shaping Liquidity: On the Causal Effects of Voluntary Disclosure
NYU Working Paper No. 2451/31352
Number of pages: 47
Posted: 10 Sep 2013
Downloads
67
Shaping Liquidity: On the Causal Effects of Voluntary Disclosure
NBER Working Paper No. w18984
Number of pages: 54
Posted: 20 Apr 2013
Last Revised: 25 Apr 2013
Downloads
19
Downloads
67
15.
Limits to Arbitrage and Hedging: Evidence from Commodity Markets
NYU Working Paper No. 2451/29543
Number of pages: 57
Posted: 10 Sep 2013
Working Paper Series
New York University - Leonard N. Stern School of Business, University of California, Los Angeles (UCLA) - Anderson School of Management and Imperial College London
There are 6 versions of this paper
Limits to Arbitrage and Hedging: Evidence from Commodity Markets
EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper
Number of pages: 57
Posted: 14 Mar 2008
Last Revised: 15 Dec 2015
Downloads
856
Limits to Arbitrage and Hedging: Evidence from Commodity Markets
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 51
Posted: 09 Mar 2009
Last Revised: 08 Jan 2013
Downloads
530
Limits to Arbitrage and Hedging: Evidence from Commodity Markets
NYU Working Paper No. 2451/29543
Number of pages: 57
Posted: 10 Sep 2013
Downloads
59
Limits to Arbitrage and Hedging: Evidence from Commodity Markets
NBER Working Paper No. w16875
Number of pages: 57
Posted: 14 Mar 2011
Downloads
38
Limits to Arbitrage and Hedging: Evidence from Commodity Markets
CEPR Discussion Paper No. DP7327
Number of pages: 57
Posted: 15 Jul 2009
Downloads
1
Limits to Arbitrage and Hedging: Evidence from Commodity Markets
NYU Working Paper No. 2451/29543, Columbia Business School Research Paper No. 13-48
Posted: 26 Jun 2013
Downloads
59
16.
Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?
NYU Working Paper No. 2451/31271, Georgetown McDonough School of Business Research Paper
Number of pages: 54
Posted: 10 Sep 2013
Last Revised: 06 Aug 2014
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Fordham University and New York University
There are 7 versions of this paper
Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?
Number of pages: 54
Posted: 09 Oct 2011
Last Revised: 06 Aug 2014
Downloads
197
Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?
Georgetown McDonough School of Business Research Paper No. 1993287
Number of pages: 54
Posted: 30 Jan 2012
Last Revised: 06 Aug 2014
Downloads
83
Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?
NYU Working Paper No. FIN-11-007
Number of pages: 54
Posted: 15 Oct 2011
Last Revised: 06 Aug 2014
Downloads
82
Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?
Number of pages: 54
Posted: 15 Mar 2012
Last Revised: 06 Aug 2014
Downloads
77
Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?
NYU Working Paper No. FIN-11-007
Number of pages: 54
Posted: 06 Nov 2011
Last Revised: 06 Aug 2014
Downloads
70
Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?
NYU Working Paper No. 2451/31271, Georgetown McDonough School of Business Research Paper
Number of pages: 54
Posted: 10 Sep 2013
Last Revised: 06 Aug 2014
Downloads
53
Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?
NBER Working Paper No. w19460
Number of pages: 47
Posted: 20 Sep 2013
Downloads
22
Downloads
53
17.
CDS Credit-Event Auctions
NYU Working Paper No. 2451/31363
Number of pages: 45
Posted: 10 Sep 2013
Working Paper Series
Fordham University - Finance Area and New York University (NYU) - Department of Finance
There are 2 versions of this paper
Downloads
43
CDS Auctions and Informative Biases in CDS Recovery Rates
Journal of Derivatives, Forthcoming
Posted: 13 Oct 2011
Last Revised: 26 Jan 2016
Downloads
43
18.
The Maturity of Debt Issues and Predictable Variation in Bond Returns
NYU Working Paper No. 2451/31361
Number of pages: 31
Posted: 10 Sep 2013
Working Paper Series
Harvard Business School, Harvard Business School - Finance Unit and NYU Stern School of Business
There are 5 versions of this paper
The Maturity of Debt Issues and Predictable Variation in Bond Returns
Number of pages: 45
Posted: 15 Aug 2001
Last Revised: 13 Jan 2009
Downloads
677
Do Firms Borrow at the Lowest-Cost Maturity? The Long-Term Share in Debt Issues and Predictable Variation in Bond Returns
NYU Working Paper No. FIN-01-020
Number of pages: 45
Posted: 03 Nov 2008
Downloads
69
The Maturity of Debt Issues and Predictable Variation in Bond Returns
NYU Working Paper No. 2451/31361
Number of pages: 31
Posted: 10 Sep 2013
Downloads
36
The Maturity of Debt Issues and Predictable Variation in Bond Returns
Journal of Financial Economics (JFE), Vol. 70, pp. 261-291, 2003, NYU Working Paper No. FIN-11-028
Posted: 15 Dec 2011
The Maturity of Debt Issues and Predictable Variation in Bond Returns
Journal of Financial Economics, Vol. 70, No. 2, pp. 261-291, November 2003
Posted: 09 Sep 2002
Last Revised: 13 Aug 2008
Downloads
36
19.
Efficient Recapitalization
NYU Working Paper No. 2451/28301
Number of pages: 61
Posted: 10 Sep 2013
Working Paper Series
New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
There are 4 versions of this paper
Efficient Recapitalization
Journal of Finance, Forthcoming
Number of pages: 56
Posted: 06 Oct 2009
Last Revised: 09 Aug 2012
Downloads
194
Efficient Recapitalization
NBER Working Paper No. w14929
Number of pages: 56
Posted: 03 May 2009
Last Revised: 06 May 2009
Downloads
71
Downloads
32
Downloads
5
Downloads
32
20.
Precautionary Hoarding of Liquidity and Inter-Bank Markets: Evidencefrom the Sub-Prime Crisis
NYU Working Paper No. 2451/31366
Number of pages: 61
Posted: 10 Sep 2013
Working Paper Series
New York University - Leonard N. Stern School of Business and World Bank
Downloads
16
21.
The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Bequest and Precautionary Motives
NYU Working Paper No. 2451/31428
Number of pages: 58
Posted: 10 Sep 2013
Working Paper Series
Columbia University Graduate School of Business
Downloads
12
22.
Hedge Funds in M&Amp;A Deals: Is There Exploitation of Private Information?
NYU Working Paper No. 2451/31422
Posted: 10 Sep 2013
Working Paper Series
Melbourne Business School, University of Melbourne and Brandeis University - International Business School
23.
Estimating Operational Risk for Hedge Funds: The Ω-Score
NYU Working Paper No. 2451/27845
Number of pages: 23
Posted: 10 Sep 2013
Working Paper Series
New York University (NYU) - Leonard N. Stern School of Business, Yale School of Management - International Center for Finance, University of Massachusetts Amherst - Department of Finance and University of California at Irvine
Downloads
102
24.
Behavioral Corporate Finance: An Updated Survey
NYU Working Paper No. 2451/31355
Number of pages: 106
Posted: 26 Jun 2013
Working Paper Series
Harvard Business School and NYU Stern School of Business
There are 4 versions of this paper
Behavioral Corporate Finance: An Updated Survey
HANDBOOK OF THE ECONOMICS OF FINANCE, Vol. 2, George M. Constantinides, Milton Harris, and Rene M. Stulz, eds., Elsevier Press, 2012
Number of pages: 106
Posted: 15 Aug 2011
Downloads
1,728
Behavioral Corporate Finance: An Updated Survey
Handbook of the Economics, George M. Constantinides, Milton Harris, Rene M. Stulz, eds., Vol. 2, Elsevier Press, 2012, NYU Working Paper No. FIN-11-022
Number of pages: 106
Posted: 14 Dec 2011
Downloads
501
Behavioral Corporate Finance: An Updated Survey
NYU Working Paper No. 2451/31355
Number of pages: 106
Posted: 26 Jun 2013
Downloads
183
Behavioral Corporate Finance: An Updated Survey
NBER Working Paper No. w17333
Number of pages: 107
Posted: 29 Aug 2011
Downloads
82
Downloads
183
25.
Covenant Violations, Loan Contracting, and Default Risk of Bank Borrowers
NYU Working Paper No. 2451/31417
Number of pages: 42
Posted: 26 Jun 2013
Working Paper Series
New York University - Leonard N. Stern School of Business, Frankfurt School of Finance & Management, Goethe University Frankfurt - Department of Finance and Deutsche Bundesbank
Downloads
175
26.
Does Price Fixing Benefit Corporate Managers?
NYU Working Paper No. 2451/31732
Number of pages: 56
Posted: 26 Jun 2013
Last Revised: 28 Oct 2017
Working Paper Series
VU University Amsterdam, University of St. Gallen - Swiss Institute of Banking and Finance and New York University (NYU) - Stern School of Business
Downloads
160
27.
Comparing the Investment Behavior of Public and Private Firms
NYU Working Paper No. 2451/31349
Number of pages: 51
Posted: 26 Jun 2013
Working Paper Series
UCLA, University of Illinois at Chicago - Department of Finance and Stockholm School of Economics
There are 3 versions of this paper
Comparing the Investment Behavior of Public and Private Firms
NYU Working Paper No. 2451/31349
Number of pages: 51
Posted: 26 Jun 2013
Downloads
154
Corporate Investment and Stock Market Listing: A Puzzle?
NYU Working Paper No. FIN-11-016
Number of pages: 53
Posted: 14 Dec 2011
Last Revised: 22 Apr 2013
Downloads
136
Comparing the Investment Behavior of Public and Private Firms
NBER Working Paper No. w17394
Number of pages: 51
Posted: 21 Sep 2011
Last Revised: 28 Oct 2014
Downloads
115
Downloads
154
28.
Illiquidity or Credit Deterioration: A Study of Liquidity in the Us Corporate Bond Market During
NYU Working Paper No. 2451/31418
Number of pages: 40
Posted: 26 Jun 2013
Working Paper Series
New York University (NYU) - Department of Finance, WU (Vienna University of Economics and Business) and Norwegian School of Economics (NHH)
Downloads
147
29.
Monitoring Managers: Does it Matter?
NYU Working Paper No. 2451/31350
Number of pages: 61
Posted: 26 Jun 2013
Working Paper Series
London Business School, European Bank for Reconstruction and Development (EBRD) and Stockholm School of Economics
There are 5 versions of this paper
Monitoring Managers: Does it Matter?
Journal of Finance, Forthcoming, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 271/2010
Number of pages: 69
Posted: 18 Nov 2009
Last Revised: 23 Oct 2018
Downloads
1,537
Monitoring Managers: Does it Matter?
Journal of Finance, Forthcoming, FEEM Working Paper No. 30
Number of pages: 63
Posted: 22 Apr 2010
Last Revised: 13 Jan 2015
Downloads
246
Monitoring Managers: Does it Matter?
Journal of Finance, Forthcoming, NYU Working Paper No. FIN-11-017
Number of pages: 63
Posted: 14 Dec 2011
Last Revised: 07 Jan 2015
Downloads
115
Monitoring Managers: Does it Matter?
NYU Working Paper No. 2451/31350
Number of pages: 61
Posted: 26 Jun 2013
Downloads
111
Monitoring Managers: Does it Matter?
CEPR Discussion Paper No. DP7571
Number of pages: 52
Posted: 11 Jan 2010
Downloads
2
Downloads
111
30.
A Rational Theory of Mutual Funds' Attention Allocation
NYU Working Paper No. 2451/28347
Number of pages: 53
Posted: 26 Jun 2013
Last Revised: 29 Oct 2015
Working Paper Series
Imperial College London - Accounting, Finance, and Macroeconomics, Columbia University Graduate School of Business and Columbia University - Columbia Business School
Downloads
1,291
31.
A Behavioral Finance Explanation for the Success of Low Volatility Portfolios
NYU Working Paper No. 2451/29537
Number of pages: 22
Posted: 26 Jun 2013
Working Paper Series
Harvard Business School, NYU Stern School of Business and Acadian Asset Management Inc., USA
There are 3 versions of this paper
Benchmarks as Limits to Arbitrage: Understanding the Low Volatility Anomaly
NYU Working Paper No. 2451/29593
Number of pages: 26
Posted: 06 Apr 2010
Last Revised: 10 Sep 2013
Downloads
4,326
A Behavioral Finance Explanation for the Success of Low Volatility Portfolios
NYU Working Paper No. 2451/29537
Number of pages: 22
Posted: 26 Jun 2013
Downloads
386
Benchmarks as Limits to Arbitrage: Understanding the Low-Volatility Anomaly
Financial Analysts Journal, Vol. 67, No. 1, 2011
Posted: 23 Jan 2011
Downloads
386
32.
Asset Prices and Ambiguity
NYU Working Paper No. 2451/31330
Number of pages: 36
Posted: 26 Jun 2013
Working Paper Series
New York University (NYU) - Department of Finance and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads
143
33.
Is There Skill or Alpha in Currency Investing?
NYU Working Paper No. 2451/29936
Number of pages: 47
Posted: 26 Jun 2013
Working Paper Series
New York University (NYU) - Department of Finance and Fischer Francis Trees & Watts, Inc.
There are 2 versions of this paper
Active Currency Management Part II: Is There Skill or Alpha in Currency Investing?
NYU Working Paper No. FIN-11-002
Number of pages: 47
Posted: 01 Aug 2011
Downloads
294
Is There Skill or Alpha in Currency Investing?
NYU Working Paper No. 2451/29936
Number of pages: 47
Posted: 26 Jun 2013
Downloads
70
Downloads
70
34.
The Efficient Markets Hypothesis: The Demise of the Demon of Chance?
NYU Working Paper No. 2451/28348
Number of pages: 30
Posted: 26 Jun 2013
Working Paper Series
affiliation not provided to SSRN
Downloads
66
35.
Time-Varying Fund Manager Skill
NYU Working Paper No. 2451/31336
Number of pages: 47
Posted: 26 Jun 2013
Working Paper Series
Imperial College London - Accounting, Finance, and Macroeconomics, Columbia University Graduate School of Business and Columbia University - Columbia Business School
There are 4 versions of this paper
Time-Varying Fund Manager Skill
Journal of Finance, Forthcoming
Number of pages: 60
Posted: 16 Nov 2011
Last Revised: 06 Dec 2012
Downloads
2,874
Time-Varying Fund Manager Skill
NYU Working Paper No. 2451/31336
Number of pages: 47
Posted: 26 Jun 2013
Downloads
57
Time-Varying Fund Manager Skill
NBER Working Paper No. w17615
Number of pages: 48
Posted: 24 Nov 2011
Downloads
43
Time-Varying Fund Manager Skill
CEPR Discussion Paper No. DP9025
Number of pages: 43
Posted: 28 Sep 2012
Downloads
1
Downloads
57
36.
Stockholder and Bondholder Reactions to Revelations of Large CEO Inside Debt Holdings: An Empirical Analysis
NYU Working Paper No. 2451/28340
Number of pages: 32
Posted: 26 Jun 2013
Working Paper Series
New York University (NYU) - Stern School of Business and affiliation not provided to SSRN
Downloads
45
37.
A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk
NYU Working Paper No. 2451/31331
Number of pages: 59
Posted: 26 Jun 2013
Working Paper Series
New York University - Leonard N. Stern School of Business, Wharton School, Department of Finance and New York University (NYU) - Department of Finance
There are 4 versions of this paper
A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk
Journal of Finance, Forthcoming
Number of pages: 69
Posted: 19 Jun 2011
Last Revised: 01 Oct 2015
Downloads
601
A Pyrrhic Victory? - Bank Bailouts and Sovereign Credit Risk
NBER Working Paper No. w17136
Number of pages: 59
Posted: 20 Jun 2011
Downloads
43
A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk
NYU Working Paper No. 2451/31331
Number of pages: 59
Posted: 26 Jun 2013
Downloads
39
A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk
CEPR Discussion Paper No. DP8679
Number of pages: 62
Posted: 22 Dec 2011
Downloads
9
Downloads
39
38.
Implicit Guarantees and Risk Taking: Evidence from Money Market Funds
NYU Working Paper No. 2451/31335
Number of pages: 58
Posted: 26 Jun 2013
Working Paper Series
Imperial College London - Accounting, Finance, and Macroeconomics and New York University (NYU) - Department of Finance
There are 2 versions of this paper
Implicit Guarantees and Risk Taking: Evidence from Money Market Funds
NYU Working Paper No. 2451/31335
Number of pages: 58
Posted: 26 Jun 2013
Downloads
33
Implicit Guarantees and Risk Taking: Evidence from Money Market Funds
NBER Working Paper No. w17321
Number of pages: 59
Posted: 29 Aug 2011
Downloads
20
Downloads
33
39.
Dissecting the Effect of Credit Supply on Trade
NYU Working Paper No. 2451/31297
Number of pages: 49
Posted: 26 Jun 2013
Working Paper Series
New York University (NYU) - Department of Finance, London School of Economics & Political Science (LSE), London School of Economics & Political Science (LSE) and Columbia Business School - Finance and Economics
Downloads
29
40.
Imperfect Competition in the Interbank Market for Liquidity as a Rationale for Central Banking
NYU Working Paper No. 2451/29539
Number of pages: 42
Posted: 26 Jun 2013
Working Paper Series
New York University - Leonard N. Stern School of Business, HEC Paris and University of Amsterdam - Faculty of Economics and Business (FEB)
There are 3 versions of this paper
Imperfect Competition in the Interbank Market for Liquidity as a Rationale for Central Banking
Number of pages: 42
Posted: 29 Sep 2008
Last Revised: 01 Oct 2015
Downloads
577
Imperfect Competition in the Interbank Market for Liquidity as a Rationale for Central Banking
INSEAD Working Paper No. 2011/41/FIN
Number of pages: 53
Posted: 25 Mar 2011
Downloads
351
Imperfect Competition in the Interbank Market for Liquidity as a Rationale for Central Banking
NYU Working Paper No. 2451/29539
Number of pages: 42
Posted: 26 Jun 2013
Downloads
21
Downloads
21
41.
Ambiguity and Overconfidence
NYU Working Paper No. 2451/31332
Posted: 26 Jun 2013
Working Paper Series
New York University (NYU) - Department of Finance, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Hebrew University of Jerusalem - Department of Finance
There are 2 versions of this paper
Ambiguity and Overconfidence
Number of pages: 49
Posted: 02 Mar 2011
Last Revised: 01 Aug 2015
Downloads
683
42.
Limits to Arbitrage and Hedging: Evidence from Commodity Markets
NYU Working Paper No. 2451/29543, Columbia Business School Research Paper No. 13-48
Posted: 26 Jun 2013
Working Paper Series
New York University - Leonard N. Stern School of Business, University of California, Los Angeles (UCLA) - Anderson School of Management and Imperial College London
There are 6 versions of this paper
Limits to Arbitrage and Hedging: Evidence from Commodity Markets
EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper
Number of pages: 57
Posted: 14 Mar 2008
Last Revised: 15 Dec 2015
Downloads
856
Limits to Arbitrage and Hedging: Evidence from Commodity Markets
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 51
Posted: 09 Mar 2009
Last Revised: 08 Jan 2013
Downloads
530
Limits to Arbitrage and Hedging: Evidence from Commodity Markets
NYU Working Paper No. 2451/29543
Number of pages: 57
Posted: 10 Sep 2013
Downloads
59
Limits to Arbitrage and Hedging: Evidence from Commodity Markets
NBER Working Paper No. w16875
Number of pages: 57
Posted: 14 Mar 2011
Downloads
38
Limits to Arbitrage and Hedging: Evidence from Commodity Markets
CEPR Discussion Paper No. DP7327
Number of pages: 57
Posted: 15 Jul 2009
Downloads
1
Limits to Arbitrage and Hedging: Evidence from Commodity Markets
NYU Working Paper No. 2451/29543, Columbia Business School Research Paper No. 13-48
Posted: 26 Jun 2013
43.
Would Stricter Capital Requirements Raise the Cost of Capital? Bank Capital Regulation and the Low Risk Anomaly
NYU Working Paper No. 2451/31748
Number of pages: 52
Posted: 24 Apr 2013
Working Paper Series
Harvard Business School and NYU Stern School of Business
There are 5 versions of this paper
Would Stricter Capital Requirements Raise the Cost of Capital? Bank Capital Regulation and the Low Risk Anomaly
Number of pages: 52
Posted: 16 Mar 2013
Downloads
475
Do Strict Capital Requirements Raise the Cost of Capital? Bank Regulation, Capital Structure, and the Low Risk Anomaly
American Economic Review, Forthcoming
Number of pages: 10
Posted: 15 Mar 2015
Downloads
475
Do Strict Capital Requirements Raise the Cost of Capital? Banking Regulation and the Low Risk Anomaly
NYU Working Paper No. FIN-13-003
Number of pages: 52
Posted: 17 Mar 2013
Last Revised: 22 Apr 2013
Downloads
255
Would Stricter Capital Requirements Raise the Cost of Capital? Bank Capital Regulation and the Low Risk Anomaly
NYU Working Paper No. 2451/31748
Number of pages: 52
Posted: 24 Apr 2013
Downloads
118
Do Strict Capital Requirements Raise the Cost of Capital? Banking Regulation and the Low Risk Anomaly
NBER Working Paper No. w19018
Number of pages: 53
Posted: 04 May 2013
Downloads
37
Downloads
118
44.
Equilibrium Existence and Approximation for Incomplete Market Models with Substantial Heterogeneity
NYU Working Paper No. 2451/31656
Number of pages: 41
Posted: 24 Apr 2013
Working Paper Series
Federal Reserve Bank of San Francisco and Stanford University - The Hoover Institution on War, Revolution and Peace
There are 2 versions of this paper
Solving an Incomplete Markets Model with a Large Cross-Section of Agents
Number of pages: 41
Posted: 08 Jun 2011
Last Revised: 18 Dec 2017
Downloads
656
Equilibrium Existence and Approximation for Incomplete Market Models with Substantial Heterogeneity
NYU Working Paper No. 2451/31656
Number of pages: 41
Posted: 24 Apr 2013
Downloads
43
Downloads
43
45.
Do Strict Capital Requirements Raise the Cost of Capital? Banking Regulation and the Low Risk Anomaly
NYU Working Paper No. FIN-13-003
Number of pages: 52
Posted: 17 Mar 2013
Last Revised: 22 Apr 2013
Working Paper Series
Harvard Business School and NYU Stern School of Business
There are 5 versions of this paper
Would Stricter Capital Requirements Raise the Cost of Capital? Bank Capital Regulation and the Low Risk Anomaly
Number of pages: 52
Posted: 16 Mar 2013
Downloads
475
Do Strict Capital Requirements Raise the Cost of Capital? Bank Regulation, Capital Structure, and the Low Risk Anomaly
American Economic Review, Forthcoming
Number of pages: 10
Posted: 15 Mar 2015
Downloads
475
Do Strict Capital Requirements Raise the Cost of Capital? Banking Regulation and the Low Risk Anomaly
NYU Working Paper No. FIN-13-003
Number of pages: 52
Posted: 17 Mar 2013
Last Revised: 22 Apr 2013
Downloads
255
Would Stricter Capital Requirements Raise the Cost of Capital? Bank Capital Regulation and the Low Risk Anomaly
NYU Working Paper No. 2451/31748
Number of pages: 52
Posted: 24 Apr 2013
Downloads
118
Do Strict Capital Requirements Raise the Cost of Capital? Banking Regulation and the Low Risk Anomaly
NBER Working Paper No. w19018
Number of pages: 53
Posted: 04 May 2013
Downloads
37
Downloads
255
46.
Does Price Fixing Benefit Corporate Managers?
NYU Working Paper No. FIN-13-002, University of St.Gallen, School of Finance Research Paper No. 2013/9
Number of pages: 56
Posted: 10 Mar 2013
Last Revised: 28 Oct 2017
Working Paper Series
VU University Amsterdam, University of St. Gallen - Swiss Institute of Banking and Finance and New York University (NYU) - Stern School of Business
Downloads
1,067
47.
Asset Pricing Frictions in Fragmented Markets
NYU Working Paper No. 2451/31688
Number of pages: 68
Posted: 25 Jan 2013
Working Paper Series
Imperial College Business School
There are 2 versions of this paper
Speed, Fragmentation, and Asset Prices
Number of pages: 68
Posted: 13 Dec 2012
Last Revised: 14 Nov 2020
Downloads
266
Asset Pricing Frictions in Fragmented Markets
NYU Working Paper No. 2451/31688
Number of pages: 68
Posted: 25 Jan 2013
Downloads
75
Downloads
75
48.
Shaping Liquidity: On the Causal Effects of Voluntary Disclosure
Journal of Finance, Forthcoming, NYU Working Paper No. 2451/31352
Number of pages: 57
Posted: 21 Sep 2012
Last Revised: 25 Aug 2013
Accepted Paper Series
Rice University - Jesse H. Jones Graduate School of Business, New York University, Yale SOM and Stockholm School of Economics
There are 3 versions of this paper
Shaping Liquidity: On the Causal Effects of Voluntary Disclosure
Journal of Finance, Forthcoming, NYU Working Paper No. 2451/31352
Number of pages: 57
Posted: 21 Sep 2012
Last Revised: 25 Aug 2013
Downloads
154
Shaping Liquidity: On the Causal Effects of Voluntary Disclosure
NYU Working Paper No. 2451/31352
Number of pages: 47
Posted: 10 Sep 2013
Downloads
67
Shaping Liquidity: On the Causal Effects of Voluntary Disclosure
NBER Working Paper No. w18984
Number of pages: 54
Posted: 20 Apr 2013
Last Revised: 25 Apr 2013
Downloads
19
Downloads
154
49.
As Certain as Debt and Taxes: Estimating the Tax Sensitivity of Leverage from State Tax Changes
Journal of Financial Economics (JFE), 118, 684-712 (2015), NYU Working Paper No. FIN-12-009
Number of pages: 73
Posted: 21 Sep 2012
Last Revised: 24 May 2016
Accepted Paper Series
European Central Bank (ECB) and Stockholm School of Economics
There are 4 versions of this paper
As Certain as Debt and Taxes: Estimating the Tax Sensitivity of Leverage from State Tax Changes
Journal of Financial Economics (JFE), 118, 684-712 (2015)
Number of pages: 73
Posted: 18 Mar 2012
Last Revised: 24 May 2016
Downloads
2,903
As Certain as Debt and Taxes: Estimating the Tax Sensitivity of Leverage from State Tax Changes
NYU Working Paper No. 2451/31613
Number of pages: 73
Posted: 10 Sep 2013
Last Revised: 14 Oct 2014
Downloads
122
As Certain as Debt and Taxes: Estimating the Tax Sensitivity of Leverage from State Tax Changes
Journal of Financial Economics (JFE), 118, 684-712 (2015), NYU Working Paper No. FIN-12-009
Number of pages: 73
Posted: 21 Sep 2012
Last Revised: 24 May 2016
Downloads
95
As Certain as Debt and Taxes: Estimating the Tax Sensitivity of Leverage from Exogenous State Tax Changes
NBER Working Paper No. w18263
Number of pages: 75
Posted: 28 Jul 2012
Last Revised: 07 May 2013
Downloads
27
Downloads
95
50.
Pricing Systematic Ambiguity in Capital Markets
NYU Working Paper No. 2451/31587
Number of pages: 28
Posted: 28 Jul 2012
Last Revised: 10 Sep 2013
Working Paper Series
New York University (NYU) - Department of Finance and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads
408
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